+246.4%
A vs VT
+222.7%
+23.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.9% | +0.4% | -2.4% | -2.4% |
| 30D | +6.9% | +1.0% | +5.9% | +5.9% |
| 3M | +9.2% | +2.4% | +6.9% | +6.2% |
| 6M | +25.7% | +12.0% | +13.7% | +11.0% |
| YTD | +11.5% | +15.3% | -3.8% | -4.5% |
| 1Y | +18.4% | +22.6% | -4.2% | -5.0% |
| 3Y | +26.6% | +74.7% | -48.1% | -29.7% |
| 5Y | -12.8% | +66.1% | -79.0% | -48.8% |
| All | +246.4% | +222.7% | +23.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling